+52.1%
REGN vs MOS
-32.9%
+85.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.4% |
| 7D | +5.3% | -2.6% | +7.9% | +5.6% |
| 30D | +26.3% | +13.5% | +12.8% | +24.3% |
| 3M | +19.3% | -2.9% | +22.2% | +19.5% |
| 6M | +31.8% | -1.0% | +32.8% | +31.4% |
| YTD | +23.7% | -7.2% | +30.9% | +23.4% |
| 1Y | +40.2% | -11.4% | +51.6% | +40.4% |
| 3Y | +20.2% | -29.0% | +49.2% | +21.4% |
| 5Y | +52.1% | -34.0% | +86.1% | +43.4% |
| All | +52.1% | -32.9% | +85.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling